@3ventic is correct. The body will be empty, but you will get a 204. I just tested this and get a 204 with nothing in the body.
Request:
curl -v -H 'Client-ID: redacted' -H 'Accept: application/vnd.twitchtv.v5+json' -H 'Authorization: OAuth redacted' -X DELETE 'https://api.twitch.tv/kraken/users/44322889/follows/channels/129454141'
Response:
> DELETE /kraken/users/44322889/follows/channels/129454141 HTTP/1.1
> Host: api.twitch.tv
> User-Agent: curl/7.43.0
> Client-ID: redacted
> Accept: application/vnd.twitchtv.v5+json
> Authorization: OAuth redacted
>
< HTTP/1.1 204 No Content
< Date: Tue, 03 Jan 2017 15:31:19 GMT